Hi all,
I am trying to optimize a concave and an affine function and I got a DCP error. The code looks like:
OmegaOld = zeros(2,2,3);
H = 1/sqrt(2)*(randn(2, 6, 3) + 1i*randn(2, 6, 3));
for i=1:d_users
OmegaOld(:,:,i) = eye(6);
end
cvx_begin
variable CovMat(6,6,3) complex
variable Omega(2,2,3) complex
expression rate(3,1);
for i=1:d_users
rate(i) = log_det(Omega(:,:,i) + H(:,:,i)*CovMat(:,:,i)*H(:,:,i)')
- trace(inv(OmegaOld(:,:,i))*Omega(:,:,i));
end
maximize(sum(rate))
...
There are other constraints but not shown here as the problem is with the objective function. Is there a way to reformulate the previous concave-affine objective fulfilling DCP ruleset?
Thank you very much.
Regards